Diffusion processes, jump processes, and stochastic differential equations /

Diffusion processes, jump processes, and stochastic differential equations /

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Bibliographic Details
Author / Creator:	Woyczyński, W. A. (Wojbor Andrzej), 1943- author.
Edition:	First edition.
Imprint:	Boca Raton, FL : Chapman & Hall/CRC Press, 2022. ©2022
Description:	1 online resource () : illustrations (some color)
Language:	English
Subject:	Diffusion processes. Jump processes. Stochastic differential equations. Diffusion processes. Jump processes. Stochastic differential equations.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12732906

Hidden Bibliographic Details
ISBN:	9781003216759 1003216757 9781000475357 1000475352 9781000475371 1000475379 9781032100678 9781032107271
Notes:	Includes bibliographical references and index. Wojbor A. WoyczyDski earned his PhD in Mathematics in 1968 from Wroclaw University, Poland. He moved to the U.S. in 1970, and since 1982, has been the Professor of Mathematics and Statistics at Case Western Reserve University in Cleveland, where he served as chairman of the department from 1982to 1991, and from 2001 to 2002. He has held tenured faculty positions at Wroclaw University, Poland, and at Cleveland State University, and visiting appointments at Carnegie-Mellon University, and Northwestern University. He has also given invited lecture series on short-term research visits at University of North Carolina, University of South Carolina, University of Paris, Gottingen University, Aarhus University, NagoyaUniversity, University of Tokyo, University of Minnesota, the National University of Taiwan, Taipei, Humboldt University in Berlin, Germany, and the University of New South Wales in Sydney. He is also (co)author and/or editor of more than fifteen books on probability theory, harmonic and functional analysis, and applied mathematics, and currently serves as a member of the editorial board of the Applicationes Mathematicae, Springer monograph series UTX, and as a managing editor of the journal Probability and Mathematical Statistics. His research interests include probability theory, stochastic models, functional analysis and partial differentialequations and their applications in statistics, statistical physics, surface chemistry, hydrodynamics and biomedicine in which he has published about 200 research papers. He has been the advisor of more than 40 graduate students. Among other honors, in 2013 he was awarded Paris Prix la Recherche, Laureat Mathematiques, for work on mathematical evolution theory. He is currently Professor of Mathematics, Applied Mathematics and Statistics, and Director of the Case Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University, in Cleveland, Ohio, U.S.A. Description based on online resource; title from digital title page (viewed on March 24, 2022).
Other form:	Print version: Woyczyński, W. A. 1943- Diffusion processes, jump processes, and stochastic differential equations First edition. Boca Raton : Chapman & Hall/CRC Press, 2022 9781032100678

Description
Summary:	<p>Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diﬀusion stochastic processes, stochastic diﬀerential equations and the fractional inﬁnitesimal operators. The draft of this book has been extensively classroom tested by the author at Case Western Reserve University in a course that enrolled seniors and graduate students majoring in mathematics, statistics, engineering, physics, chemistry, economics and mathematical ﬁnance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to ﬁnancial problems.</p> <p> Features </p> Quickly and concisely builds from basic probability theory to advanced topics Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations Useful as supplementary reading across a range of topics.
Physical Description:	1 online resource () : illustrations (some color)
Bibliography:	Includes bibliographical references and index.
ISBN:	9781003216759 1003216757 9781000475357 1000475352 9781000475371 1000475379 9781032100678 9781032107271